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Revealed: the three EU banks applying for IMA approval

BNP Paribas, Deutsche Bank and Intesa Sanpaolo ask ECB to use internal models for FRTB

Intesa sanpaoloDeutsche bankEuropean unionBnp paribasDeutsche bankEuropean central bank ecbIntesa sanpaoloCapital requirementsInternal modelsNternal models approach imaMarket riskP ampl attribution testRisk managementIngle supervisory mechanism ssmStandardised approachesTrading book

EU banks incremental risk charges soared in volatile H2

Charge for traded-bond default and downgrade risk hit ten-year high at BNP Paribas

European unionRisk quantumKing groupBnp paribasDeutsche bankDanske bankIntesa sanpaoloSociete generaleAbn amroNcremental risk charge ircNternal models approach imaMarket riskMarket risk modellingCredit marketsTrading bookCapital requirements

No Canadian banks using internal models as FRTB kicks in

One bank still plans to adopt IMA after delays prevented it going live in January

Office of the superintendent financial institutionsFundamental reviewTrading bookFinancial institutionsBasel iiiMarket riskInternal modelsNternal models approach ima

Regulators FRTB estimates based on faulty premise – industry study

US market risk capital requirements could more than double if banks abandon IMA

International swapsDerivatives associationFinancial markets associationSecurities industryFederal deposit insurance corporation fdicFederal reserveOffice of the comptroller currency occInternational swaps and derivatives association isdaSecurities industry and financial markets association sifmaNited states usNorth americaBasel iiiOn modellable risk factors nmrfP ampl attribution testNternal models approach imaEnsitivities based approach sba

FRTB could put Indian banks at competitive disadvantage

Simplified approach could leave local banks with higher capital charges than foreign branches

Reserve bank of india rbiBasel committee on banking supervision bcbsMarket riskCapital requirementsBasel iiiCross border tradingP ampl attribution testEnsitivities based approach sbaSimplified standardised approachNternal models approach ima

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